Access Statistics for Degui Li

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Flexible Semiparametric Model for Time Series 0 0 0 53 0 1 2 80
A New Diagnostic Test for Cross-Section Independence in Nonparametric Panel Data Model 0 0 0 46 0 0 0 136
A New Semiparametric Estimation Approach for Large Dynamic Covariance Matrices with Multiple Conditioning Variables 0 0 0 40 0 1 2 75
A flexible semiparametric model for time series 0 0 0 0 1 1 3 4
A flexible semiparametric model for time series 0 0 0 50 0 1 2 93
Covariance Function Estimation for High-Dimensional Functional Time Series with Dual Factor Structures 0 0 0 14 0 1 3 12
Covariance Function Estimation for High-Dimensional Functional Time Series with Dual Factor Structures 0 0 0 0 1 3 7 7
Detection and Estimation of Structural Breaks in High-Dimensional Functional Time Series 1 1 1 29 2 5 5 17
Detection of multiple structural breaks in large covariance matrices 0 0 0 14 2 2 3 14
Estimating Factor-Based Spot Volatility Matrices with Noisy and Asynchronous High-Frequency Data 0 0 1 20 0 1 7 20
Estimating Factor-Based Spot Volatility Matrices with Noisy and Asynchronous High-Frequency Data 1 2 4 4 2 5 9 9
Estimating Smooth Structural Change in Cointegration Models 0 0 0 67 0 0 3 146
Estimating Smooth Structural Change in Cointegration Models 0 0 0 124 1 2 3 209
Estimating Time-Varying Networks for High-Dimensional Time Series 0 1 1 61 2 5 8 23
Estimation in Partially Linear Single-Index Panel Data Models with Fixed Effects 0 1 1 127 1 5 6 326
Estimation in Semiparametric Time Series Regression 0 0 0 68 1 3 5 119
Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions 0 0 0 21 0 2 4 128
Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions 0 0 0 56 3 3 3 143
Estimation of Grouped Time-Varying Network Vector Autoregression Models 0 2 28 28 4 11 25 25
Estimation of Grouped Time-Varying Network Vector Autoregression Models 1 1 3 3 1 1 5 5
Estimation of Grouped Time-Varying Network Vector Autoregression Models 0 0 0 57 1 2 7 27
Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure 0 0 1 19 1 2 4 19
Generalized nonparametric smoothing with mixed discrete and continuous data 0 0 0 0 0 0 2 5
Inference of Grouped Time-Varying Network Vector Autoregression Models 0 0 1 5 0 1 4 16
Kernel-Based Inference In Time-Varying Coefficient Cointegrating Regression 0 0 0 59 1 2 2 104
Kernel-based inference in time-varying coefficient models with multiple integrated regressors 0 0 0 85 0 2 5 112
Local Linear Fitting Under Near Epoch Dependence: Uniform consistency with Convergence Rates 0 0 0 39 2 2 2 93
Loch Linear Fitting under Near Epoch Dependence: Uniform Consistency with Convergence Rate 0 0 1 4 1 3 6 31
Loch linear fitting under near epoch dependence: uniform consistency with convergence rate 0 0 0 2 0 0 1 29
New Semiparametric Estimation Procedure for Functional Coefficient Longitudinal Data Models 0 0 0 33 0 2 4 80
Non- and Semi-Parametric Panel Data Models: A Selective Review 0 1 2 99 0 3 7 189
Nonlinear Regression with Harris Recurrent Markov Chains 0 0 0 63 0 1 1 143
Nonparametric Estimation and Parametric Calibration of Time-Varying Coefficient Realized Volatility Models 0 0 1 137 1 1 2 304
Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data 0 0 0 9 1 1 3 8
Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data 0 0 0 7 0 0 0 9
Nonparametric Homogeneity Pursuit in Functional-Coefficient Models 0 0 1 86 1 3 6 119
Nonparametric Time-Varying Coefficient Panel Data Models with Fixed Effects 0 0 0 171 0 3 7 414
Semiparametric Dynamic Portfolio Choice with Multiple Conditioning Variables 0 0 0 32 0 0 0 120
Semiparametric GEE Analysis in Partially Linear Single-Index Models for Longitudinal Data 0 0 0 47 6 12 12 256
Semiparametric Model Averaging of Ultra-High Dimensional Time Series 0 0 0 68 0 1 2 107
Semiparametric Profile Likelihood Estimation of Varying Coefficient Models with Nonstationary Regressors 0 0 0 107 1 1 4 238
Semiparametric Regression Estimation in Null Recurrent Nonlinear Time Series 0 0 0 20 2 4 4 108
Semiparametric Trending Panel Data Models with Cross-Sectional Dependence 0 0 0 50 3 3 6 171
Semiparametric Trending Panel Data Models with Cross-Sectional Dependence 0 0 0 83 3 3 3 208
Semiparametric dynamic portfolio choice with multiple conditioning variables 0 0 0 0 1 1 1 2
Semiparametric dynamic portfolio choice with multiple conditioning variables 0 0 0 8 0 0 1 37
Semiparametric model averaging of ultra-high dimensional time series 0 0 0 0 0 0 2 5
Semiparametric model averaging of ultra-high dimensional time series 0 0 0 32 2 3 3 75
Specification Testing in Nonstationary Time Series Models 0 0 0 73 2 2 2 146
To Smooth or Not to Smooth? The Case of Discrete Variables in Nonparametric Regression 0 0 1 6 2 3 7 34
Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series 0 0 0 22 3 3 4 92
Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series 0 0 0 32 3 3 5 112
Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series 0 0 0 31 2 5 5 119
Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression 0 0 0 18 0 1 1 90
Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression 0 0 0 34 0 2 2 99
Total Working Papers 3 9 47 2,363 60 128 232 5,312
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A NEW DIAGNOSTIC TEST FOR CROSS-SECTION UNCORRELATEDNESS IN NONPARAMETRIC PANEL DATA MODELS 0 0 0 20 0 0 1 80
A flexible semiparametric forecasting model for time series 0 0 0 34 2 2 5 141
A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables 0 0 0 9 2 2 3 43
Asymptotic behavior for S-estimators in random design linear model with long-range-dependent errors 0 0 0 2 0 0 3 32
Asymptotic normality for L1-norm kernel estimator of conditional median under association dependence 0 0 1 4 0 1 3 52
Change point estimators by local polynomial fits under a dependence assumption 0 0 1 16 2 3 6 77
Detection of Multiple Structural Breaks in Large Covariance Matrices 0 0 0 1 0 0 1 7
Estimating smooth structural change in cointegration models 0 0 0 23 2 6 9 95
Estimation in Partially Linear Single-Index Panel Data Models With Fixed Effects 0 0 0 48 2 5 5 152
Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions 0 0 0 27 4 5 8 95
Estimation in generalised varying-coefficient models with unspecified link functions 0 0 0 18 4 6 9 104
Estimation of Large Dynamic Covariance Matrices: A Selective Review 0 1 2 4 1 2 8 19
Estimation of a rank-reduced functional-coefficient panel data model with serial correlation 0 0 0 1 1 3 5 16
Estimation of semi-varying coefficient models with nonstationary regressors 0 0 2 10 1 1 7 114
Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure 0 0 5 7 0 2 16 20
Generalized nonparametric smoothing with mixed discrete and continuous data 0 0 0 10 0 1 3 52
Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression 0 0 0 11 4 4 6 47
LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE: UNIFORM CONSISTENCY WITH CONVERGENCE RATES 0 0 0 9 0 2 3 58
Local Linear M‐estimation in non‐parametric spatial regression 0 0 0 57 0 1 3 147
Local Whittle estimation of long‐range dependence for functional time series 0 0 1 10 1 1 6 23
Local composite quantile regression smoothing for Harris recurrent Markov processes 0 0 0 3 0 0 2 38
Long-Range Dependent Curve Time Series 0 0 0 4 0 0 3 13
Nonlinear Factor‐Augmented Predictive Regression Models with Functional Coefficients 0 0 1 7 0 0 2 23
Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models 0 1 2 18 2 7 11 74
Nonparametric Quantile Regression Estimation With Mixed Discrete and Continuous Data 0 0 1 8 0 2 5 26
Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates 0 0 1 4 0 3 5 52
Nonparametric estimation of large covariance matrices with conditional sparsity 0 0 1 10 1 2 7 32
Nonparametric homogeneity pursuit in functional-coefficient models 0 0 0 3 0 0 0 7
Non‐parametric time‐varying coefficient panel data models with fixed effects 0 0 0 129 3 5 7 368
Panel Data Models With Interactive Fixed Effects and Multiple Structural Breaks 0 0 1 9 0 2 3 33
Robust estimation in a nonlinear cointegration model 0 0 0 25 5 5 8 87
Robust nonlinear regression estimation in null recurrent time series 0 0 0 4 2 3 4 16
Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series 0 0 2 3 1 2 6 31
Semiparametric dynamic portfolio choice with multiple conditioning variables 0 0 0 4 1 2 6 52
Semiparametric trending panel data models with cross-sectional dependence 0 0 1 107 0 1 5 290
Spatial local M-estimation under association 0 0 1 14 0 0 1 50
Specification testing in nonstationary time series models 0 0 0 23 0 1 2 65
UNIFORM CONSISTENCY FOR NONPARAMETRIC ESTIMATORS IN NULL RECURRENT TIME SERIES 0 1 1 8 1 2 3 50
UNIFORM CONSISTENCY OF NONSTATIONARY KERNEL-WEIGHTED SAMPLE COVARIANCES FOR NONPARAMETRIC REGRESSION 0 0 0 10 0 1 1 40
Variable selection in partially time-varying coefficient models 0 0 0 0 0 2 4 9
Total Journal Articles 0 3 24 714 42 87 195 2,730

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Statistics updated 2025-12-06